DUFFIE, D., & SINGLETON, K. J. (1997). An Econometric Model of the Term Structure of Interest-Rate Swap Yields. Journal of Finance (Wiley-Blackwell), 52(4), 1287. https://doi.org/10.1111/j.1540-6261.1997.tb01111.x
Chicago Style (17th ed.) CitationDUFFIE, DARRELL, and KENNETH J. SINGLETON. "An Econometric Model of the Term Structure of Interest-Rate Swap Yields." Journal of Finance (Wiley-Blackwell) 52, no. 4 (1997): 1287. https://doi.org/10.1111/j.1540-6261.1997.tb01111.x.
MLA (9th ed.) CitationDUFFIE, DARRELL, and KENNETH J. SINGLETON. "An Econometric Model of the Term Structure of Interest-Rate Swap Yields." Journal of Finance (Wiley-Blackwell), vol. 52, no. 4, 1997, p. 1287, https://doi.org/10.1111/j.1540-6261.1997.tb01111.x.
Warning: These citations may not always be 100% accurate.